Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous (with derivative in $L_p$). Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known.
Publié le : 1975-12-14
Classification:
Absolute continuity of paths,
second order processes,
Gaussian processes,
60G15,
60G17,
60G99
@article{1176996233,
author = {Cambanis, Stamatis},
title = {On the Path Absolute Continuity of Second Order Processes},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 1050-1054},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996233}
}
Cambanis, Stamatis. On the Path Absolute Continuity of Second Order Processes. Ann. Probab., Tome 3 (1975) no. 6, pp. 1050-1054. http://gdmltest.u-ga.fr/item/1176996233/